The local circular law II: the edge case
Probability
2013-12-05 v3 Mathematical Physics
math.MP
Abstract
In the first part of this article, we proved a local version of the circular law up to the finest scale for non-Hermitian random matrices at any point with for any independent of the size of the matrix. Under the main assumption that the first three moments of the matrix elements match those of a standard Gaussian random variable after proper rescaling, we extend this result to include the edge case . Without the vanishing third moment assumption, we prove that the circular law is valid near the spectral edge up to scale .
Keywords
Cite
@article{arxiv.1206.3187,
title = {The local circular law II: the edge case},
author = {Paul Bourgade and Horng-Tzer Yau and Jun Yin},
journal= {arXiv preprint arXiv:1206.3187},
year = {2013}
}